Error sources and error propagation in the Levinson-Durbin algorithm

DOI10.1109/78.212736MaRDI QIDQ5288634zbMATHOpenAlexFDO

Authors Constantin Papaodysseus, E. Koukoutsis, Costas N. Triantafyllou

Publication date 15 August 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.212736

zbMATH Keywords

numerical errorLevinson-Durbin algorithminput autocorrelation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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